Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49317.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45255.78 Kr¶

PnL: ---------------------------------------> 199.78 Kr¶

DD now: ---------------------------------> -7.159 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:46:48.303380'

Anic Portfolio¶

Today¶

Return: -0.807 %¶

This Week¶

Return: 0.029 %¶

Total portfolio value¶

Return including deposits: 61.452 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.250000 1663.560000 194.560000 13.240000 1468.999998
Orrön Energy 180 -0.740000 2186.100000 143.100000 7.000000 2043.000000
Atrium Ljungberg B 5 -0.300000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.220000 1003.920000 36.920000 3.820000 966.999996
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
JM 6 -0.730000 895.800000 31.800000 3.680000 864.000000
Sedana Medical 93 -4.260000 2548.200000 27.200000 1.080000 2521.000011
OX2 13 2.040000 974.350000 24.350000 2.560000 949.999999
Bilia A 8 0.440000 920.000000 20.000000 2.220000 900.000000
HEXPOL B 9 0.790000 1035.900000 14.900000 1.460000 1020.999996
BioGaia B 8 -0.590000 944.800000 14.800000 1.590000 930.000000
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
Byggmax Group 33 -1.690000 957.000000 1.000000 0.100000 956.000001
AcadeMedia 8 -1.080000 402.000000 0.000000 0.000000 402.000000
Clas Ohlson B 12 -1.460000 969.600000 -3.400000 -0.350000 972.999996
ASSA ABLOY B 3 -0.730000 774.000000 -5.000000 -0.640000 779.000001
EQT 4 -1.430000 824.400000 -7.600000 -0.910000 832.000000
Nordic Waterproofing Holding 7 -0.730000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.320000 906.400000 -21.600000 -2.330000 927.999996
SKF B 5 -0.410000 914.500000 -25.500000 -2.710000 940.000000
Addnode Group B 11 -0.850000 894.300000 -26.700000 -2.900000 921.000003
Indutrade 5 -0.340000 1186.000000 -32.000000 -2.630000 1218.000000
Vitec Software Group B 2 -1.610000 1042.000000 -45.000000 -4.140000 1087.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Bufab 3 -0.740000 1042.800000 -66.200000 -5.970000 1109.000001
BHG Group 97 -1.620000 1358.970000 -100.030000 -6.860000 1458.999989
Hexagon B 26 -2.270000 3355.300000 -105.700000 -3.050000 3461.000010
TOTAL 45255.780000 199.780000 -7.15927% 45056.000411

Updated:¶

'2023-07-05 11:47:04.981467'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶